sp500ret


data: Daily logarithmic returns in percentage points of the  S&P500 index from 1950-01-04 to 2016-06-24 obtained from yahoo finance <a href="http://finance.yahoo.com/quote/%5EGSPC?ltr=1">http://finance.yahoo.com/quote/%5EGSPC?ltr=1</a>.


datasets

Simulate, Estimate and Forecast using univariate and multivariate GAS models.

Leopoldo Catania

Generalized Autoregressive Score Models

sp500ret function

A <a rd-options="" href="/link/xts?package=GAS&version=0.1.1" data-mini-rdoc="GAS::xts">xts</a> object of dimension 16727 x 1 containing the daily logarithmic returns in percentage points from 1950-01-04 to 2016-06-24.

Format

Source


data: Daily logarithmic returns in percentage points of the  S&P500 index from 1950-01-04 to 2016-06-24 obtained from yahoo finance <a href = 'http://finance.yahoo.com/quote/%5EGSPC?ltr=1'>http://finance.yahoo.com/quote/%5EGSPC?ltr=1</a>.


A <a rd-options='' href='xts'>xts</a> object of dimension 16727 x 1 containing the daily logarithmic returns in percentage points from 1950-01-04 to 2016-06-24.

sp500ret: data: Daily logarithmic returns in percentage points of the S&P500 index from 1950-01-04 to 2016-06-24

Description

Usage

Arguments

Format

Source